-37.6%
GIS vs VXX
-78.4%
+40.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.3% |
| 7D | -6.4% | +2.0% | -8.3% | -6.4% |
| 30D | -6.1% | -7.1% | +1.0% | -6.0% |
| 3M | +7.8% | -28.6% | +36.5% | +8.1% |
| 6M | -8.8% | -44.0% | +35.2% | -8.4% |
| YTD | -19.1% | -31.7% | +12.6% | -18.9% |
| 1Y | -24.8% | -46.3% | +21.6% | -24.5% |
| 3Y | -37.6% | -78.3% | +40.7% | -38.1% |
| All | -37.6% | -78.4% | +40.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling